Most refractory high-entropy alloys (RHEAs) with Al possess excellent strength but low elongation. Low ductility is generally induced by the formation of brittle phases after long-term heat treatment. Here, we demonstrate a new strategy to optimize strength-ductility in RHEAs through cold rolling-annealing treatments. The Zr 35 Ti 30 Nb 20 Al 10 Ta 5 RHEA was cold rolled followed by annealing. A high tensile yield strength of ∼997 MPa with an elongation of ∼20% was obtained. Several factors together optimize the mechanical properties. First, the high-density dislocation entanglements introduced by cold rolling and short-time annealing are beneficial to uniform strain hardening and ductility. Second, short-term annealing can prevent the generation of the brittle LAVES phase in Al-containing RHEAs. Third, the B2 nanoprecipitates are dispersed in the BCC matrix phase, strengthening the alloys. Fourth, the fine grain size induced by cold rolling and short annealing times contributes to the strength. • Zr 35 Ti 30 Nb 20 Al 10 Ta 5 RHEA with excellent strength and ductility was prepared via cold rolling-annealing technology. • A high tensile yield strength of 997 MPa with an elongation of 20% was obtained. • Cold rolling-annealing can avoid the formation of brittle LAVES phase. • Adjustment of dislocation morphology and grain size by cold rolling-annealing can optimize mechanical properties. [ABSTRACT FROM AUTHOR]